2017-12-13 |
MARKET DATA |
No 240 (3273) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
310,00 |
312,26 |
11 |
670,00 |
693,17 |
4 |
980,00 |
1 005,43 |
15 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0418 |
PL0000107314 |
100,94 |
100,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,78 |
100,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,86 |
98,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
98,00 |
98,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,68 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
106,98 |
107,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,16 |
99,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
95,25 |
95,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
109,05 |
109,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
99,31 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
98,16 |
98,14 |
98,180 |
98,190 |
98,180 |
98,190 |
98,184 |
170 000 |
168,08 |
2 |
DS1021 |
PL0000106670 |
112,72 |
112,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
99,03 |
99,01 |
99,000 |
99,000 |
99,000 |
99,000 |
99,000 |
30 000 |
30,13 |
2 |
WS0922 |
PL0000102646 |
114,30 |
114,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
99,15 |
99,09 |
99,070 |
99,120 |
99,070 |
99,120 |
99,095 |
20 000 |
20,26 |
2 |
DS1023 |
PL0000107264 |
106,66 |
106,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
101,34 |
101,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,18 |
95,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
94,00 |
93,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
93,66 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,59 |
125,20 |
125,290 |
125,290 |
125,200 |
125,200 |
125,260 |
15 000 |
19,34 |
2 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,15 |
111,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,10 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,49 |
100,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,47 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,13 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,16 |
99,16 |
99,160 |
99,160 |
99,160 |
99,160 |
99,160 |
75 000 |
74,45 |
3 |
WZ0124 |
PL0000107454 |
98,72 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,11 |
97,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
95,23 |
95,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
310 000 |
312,26 |
11 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,85 |
101,00 |
1,34 |
0,93 |
100,93 |
1,12 |
PS0718 |
PL0000107595 |
100,74 |
100,83 |
1,26 |
1,12 |
100,79 |
1,18 |
OK1018 |
PL0000109062 |
98,84 |
98,93 |
1,36 |
1,26 |
98,89 |
1,30 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,96 |
98,05 |
1,53 |
1,46 |
98,01 |
1,49 |
PS0719 |
PL0000108148 |
102,64 |
102,72 |
1,57 |
1,52 |
102,68 |
1,55 |
DS1019 |
PL0000105441 |
106,94 |
107,04 |
1,68 |
1,62 |
106,99 |
1,65 |
WZ0120 |
PL0000108601 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0420 |
PL0000108510 |
99,11 |
99,22 |
1,89 |
1,84 |
99,17 |
1,86 |
OK0720 |
PL0000110375 |
95,16 |
95,37 |
1,92 |
1,83 |
95,27 |
1,87 |
DS1020 |
PL0000106126 |
109,00 |
109,12 |
1,98 |
1,94 |
109,06 |
1,96 |
WZ0121 |
PL0000106068 |
100,06 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0421 |
PL0000108916 |
99,24 |
99,36 |
2,23 |
2,20 |
99,30 |
2,22 |
PS0721 |
PL0000109153 |
98,05 |
98,23 |
2,32 |
2,26 |
98,14 |
2,29 |
DS1021 |
PL0000106670 |
112,63 |
112,79 |
2,29 |
2,25 |
112,71 |
2,27 |
PS0422 |
PL0000109492 |
98,92 |
99,08 |
2,51 |
2,47 |
99,00 |
2,49 |
WS0922 |
PL0000102646 |
114,22 |
114,41 |
2,54 |
2,50 |
114,32 |
2,52 |
WZ1122 |
PL0000109377 |
99,03 |
99,27 |
--- |
--- |
99,15 |
--- |
PS0123 |
PL0000110151 |
99,01 |
99,19 |
2,71 |
2,67 |
99,10 |
2,69 |
IZ0823 |
PL0000105359 |
110,86 |
111,95 |
--- |
--- |
111,41 |
--- |
DS1023 |
PL0000107264 |
106,53 |
106,75 |
2,77 |
2,74 |
106,64 |
2,75 |
WZ0124 |
PL0000107454 |
98,66 |
98,99 |
--- |
--- |
98,83 |
--- |
DS0725 |
PL0000108197 |
101,16 |
101,46 |
3,07 |
3,03 |
101,31 |
3,05 |
WZ0126 |
PL0000108817 |
97,06 |
97,38 |
--- |
--- |
97,22 |
--- |
DS0726 |
PL0000108866 |
94,94 |
95,26 |
3,18 |
3,13 |
95,10 |
3,16 |
DS0727 |
PL0000109427 |
93,78 |
94,07 |
3,26 |
3,22 |
93,93 |
3,24 |
WZ0528 |
PL0000110383 |
95,15 |
95,55 |
--- |
--- |
95,35 |
--- |
WS0429 |
PL0000105391 |
125,29 |
125,88 |
3,07 |
3,02 |
125,59 |
3,05 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0418 |
PL0000107314 |
100,90 |
101,00 |
1,20 |
0,93 |
100,95 |
1,07 |
PS0718 |
PL0000107595 |
100,76 |
100,83 |
1,23 |
1,12 |
100,80 |
1,16 |
OK1018 |
PL0000109062 |
98,84 |
98,93 |
1,36 |
1,26 |
98,89 |
1,30 |
WZ0119 |
PL0000107603 |
100,47 |
100,67 |
--- |
--- |
100,57 |
--- |
OK0419 |
PL0000109633 |
97,98 |
98,06 |
1,51 |
1,45 |
98,02 |
1,48 |
PS0719 |
PL0000108148 |
102,66 |
102,73 |
1,56 |
1,52 |
102,70 |
1,53 |
DS1019 |
PL0000105441 |
106,96 |
107,03 |
1,67 |
1,63 |
107,00 |
1,65 |
WZ0120 |
PL0000108601 |
100,45 |
100,63 |
--- |
--- |
100,54 |
--- |
PS0420 |
PL0000108510 |
99,14 |
99,24 |
1,87 |
1,83 |
99,19 |
1,85 |
OK0720 |
PL0000110375 |
95,19 |
95,33 |
1,91 |
1,85 |
95,26 |
1,88 |
DS1020 |
PL0000106126 |
109,02 |
109,12 |
1,97 |
1,94 |
109,07 |
1,95 |
WZ0121 |
PL0000106068 |
100,09 |
100,25 |
--- |
--- |
100,17 |
--- |
PS0421 |
PL0000108916 |
99,28 |
99,39 |
2,22 |
2,19 |
99,34 |
2,20 |
PS0721 |
PL0000109153 |
98,13 |
98,24 |
2,29 |
2,26 |
98,19 |
2,27 |
DS1021 |
PL0000106670 |
112,69 |
112,89 |
2,28 |
2,22 |
112,79 |
2,25 |
PS0422 |
PL0000109492 |
99,00 |
99,15 |
2,49 |
2,46 |
99,08 |
2,47 |
WS0922 |
PL0000102646 |
114,24 |
114,39 |
2,54 |
2,51 |
114,32 |
2,52 |
WZ1122 |
PL0000109377 |
99,08 |
99,23 |
--- |
--- |
99,16 |
--- |
PS0123 |
PL0000110151 |
99,06 |
99,19 |
2,70 |
2,67 |
99,13 |
2,68 |
IZ0823 |
PL0000105359 |
110,91 |
111,85 |
--- |
--- |
111,38 |
--- |
DS1023 |
PL0000107264 |
106,59 |
106,84 |
2,76 |
2,72 |
106,72 |
2,74 |
WZ0124 |
PL0000107454 |
98,66 |
98,88 |
--- |
--- |
98,77 |
--- |
DS0725 |
PL0000108197 |
101,27 |
101,58 |
3,06 |
3,01 |
101,43 |
3,03 |
WZ0126 |
PL0000108817 |
97,07 |
97,32 |
--- |
--- |
97,20 |
--- |
DS0726 |
PL0000108866 |
95,09 |
95,28 |
3,16 |
3,13 |
95,19 |
3,14 |
DS0727 |
PL0000109427 |
93,92 |
94,10 |
3,24 |
3,22 |
94,01 |
3,23 |
WZ0528 |
PL0000110383 |
95,17 |
95,56 |
--- |
--- |
95,37 |
--- |
WS0429 |
PL0000105391 |
124,88 |
125,46 |
3,11 |
3,06 |
125,17 |
3,08 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
160 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
290 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
20 |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
200 |
TOTAL |
670 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.